Jupyter Notebook Macro beta is the sensitivity of a financial contract’s return to a broad economic or market factor. Macro betas broaden the traditional concept of equity market betas and can often be estimated using financial contract baskets. Macro sensitivities are endemic in trading strategies, diluting alpha, undermining portfolio diversification, and distorting backtests. However, it […]
Macrosynergy is a London based macroeconomic research and technology company whose founders have developed and employed macro quantamental investment strategies in liquid, tradable asset classes, across many markets and for a variety of different factors to generate competitive, uncorrelated investment returns for institutional investors for two decades. Our quantitative-fundamental (quantamental) computing system tracks a broad range of real-time macroeconomic trends in developed and emerging countries, transforming them into macro systematic quantamental investment strategies. In June 2020 Macrosynergy and J.P. Morgan started a collaboration to scale the quantamental system and to popularize tradable economics across financial markets.
